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The role of gender for the risk-shifting behavior of hedge fund and CTA managers

Ayrin Ahmadpour (UGent) and Michael Frömmel (UGent)
(2022) FINANCE RESEARCH LETTERS. 47(Part A).
Author
Organization
Abstract
This paper analyzes the risk-shifting behavior among hedge fund and CTA managers with respect to managers’ gender and other features such as location and assets under management. The results indicate that US-managed funds, on average, display more propensity to shifting risk in response to weak performance and present a significantly higher degree of risk-shifting than European-managed funds. Our analysis also suggests that CTA managers engage more in risk-shifting when fund managers handle more assets under management at the family level (FLAUM). Regarding the role of gender on risk-shifting behavior, we do not find a significant difference between female and male-managed funds.
Keywords
Finance, Hedge Funds, CTAs, Risk Shifting, Gender, Performance, WOMEN

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MLA
Ahmadpour, Ayrin, and Michael Frömmel. “The Role of Gender for the Risk-Shifting Behavior of Hedge Fund and CTA Managers.” FINANCE RESEARCH LETTERS, vol. 47, no. Part A, 2022, doi:10.1016/j.frl.2021.102635.
APA
Ahmadpour, A., & Frömmel, M. (2022). The role of gender for the risk-shifting behavior of hedge fund and CTA managers. FINANCE RESEARCH LETTERS, 47(Part A). https://doi.org/10.1016/j.frl.2021.102635
Chicago author-date
Ahmadpour, Ayrin, and Michael Frömmel. 2022. “The Role of Gender for the Risk-Shifting Behavior of Hedge Fund and CTA Managers.” FINANCE RESEARCH LETTERS 47 (Part A). https://doi.org/10.1016/j.frl.2021.102635.
Chicago author-date (all authors)
Ahmadpour, Ayrin, and Michael Frömmel. 2022. “The Role of Gender for the Risk-Shifting Behavior of Hedge Fund and CTA Managers.” FINANCE RESEARCH LETTERS 47 (Part A). doi:10.1016/j.frl.2021.102635.
Vancouver
1.
Ahmadpour A, Frömmel M. The role of gender for the risk-shifting behavior of hedge fund and CTA managers. FINANCE RESEARCH LETTERS. 2022;47(Part A).
IEEE
[1]
A. Ahmadpour and M. Frömmel, “The role of gender for the risk-shifting behavior of hedge fund and CTA managers,” FINANCE RESEARCH LETTERS, vol. 47, no. Part A, 2022.
@article{8732084,
  abstract     = {{This paper analyzes the risk-shifting behavior among hedge fund and CTA managers with respect to managers’ gender and other features such as location and assets under management.
The results indicate that US-managed funds, on average, display more propensity to shifting risk in response to weak performance and present a significantly higher degree of risk-shifting than European-managed funds. Our analysis also suggests that CTA managers engage more in risk-shifting when fund managers handle more assets under management at the family level (FLAUM). Regarding the role of gender on risk-shifting behavior, we do not find a significant difference between female and male-managed funds.}},
  articleno    = {{102635}},
  author       = {{Ahmadpour, Ayrin and Frömmel, Michael}},
  issn         = {{1544-6123}},
  journal      = {{FINANCE RESEARCH LETTERS}},
  keywords     = {{Finance,Hedge Funds,CTAs,Risk Shifting,Gender,Performance,WOMEN}},
  language     = {{eng}},
  number       = {{Part A}},
  pages        = {{7}},
  title        = {{The role of gender for the risk-shifting behavior of hedge fund and CTA managers}},
  url          = {{http://doi.org/10.1016/j.frl.2021.102635}},
  volume       = {{47}},
  year         = {{2022}},
}
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